MS Proxy vs ISA Server

If I go to this website: http://216.213.98.98/report/displayclubfrieda.asp

Via a MS Proxy 2 SP1 server with or without the proxy client, it never
offers me an authentication box and I go straight to the "Error: Access
Denied."

If I use the ISA server I have as a proxy (no firewall client NOT
SecureNAT), I get prompted for my credentials and get in just fine.

Any ideas on why this isnt working through the proxy Server?

On the ISA I have a protocol rule for FTP, HTTP and HTTPS.
On the proxy server (Web Proxy) I allow the account to FTP and WWW.

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